-28.3%
MOS vs MKC
-29.9%
+1.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +9.5% | -5.9% | +15.4% | +10.3% |
| 30D | +10.4% | -0.9% | +11.3% | +10.4% |
| 3M | +12.9% | +12.7% | +0.2% | +11.1% |
| 6M | +1.2% | -19.3% | +20.5% | +4.3% |
| YTD | +9.3% | -22.2% | +31.5% | +13.3% |
| 1Y | -18.0% | -23.3% | +5.4% | -14.9% |
| All | -28.3% | -29.9% | +1.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling